Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47897.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46502.64 Kr¶

PnL: ---------------------------------------> -385.93 Kr¶

DD now: ---------------------------------> -1.506 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:07:40.932548'

Anic Portfolio¶

Today¶

Return: -0.179 %¶

This Week¶

Return: -0.032 %¶

Total¶

Return: 56.805 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -0.120000 2835.000000 199.000000 7.550000 2636.000010
Corem Property Group B 59 0.090000 633.660000 56.660000 9.820000 576.999999
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
AcadeMedia 12 -0.440000 599.760000 42.760000 7.680000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.710000 394.200000 39.200000 11.040000 355.000000
HMS Networks 2 -1.450000 706.800000 33.800000 5.020000 673.000000
FM Mattsson Mora Group B 50 0.000000 2960.000000 33.000000 1.130000 2927.000000
Resurs Holding 22 0.000000 603.680000 29.680000 5.170000 573.999998
SAAB B 8 0.070000 3405.600000 28.600000 0.850000 3377.000000
Boozt 12 -0.500000 1680.000000 26.000000 1.570000 1653.999996
Intrum 4 0.290000 548.000000 21.000000 3.980000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
OEM International B 7 0.000000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
Securitas B 6 0.080000 580.440000 10.440000 1.830000 570.000000
Nordea Bank Abp 29 0.570000 3463.760000 9.760000 0.280000 3453.999992
Swedbank A 3 0.900000 573.600000 9.600000 1.700000 564.000000
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.640000 549.500000 3.500000 0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Creaspac SPAC 6 0.000000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 0.040000 563.400000 -10.600000 -1.850000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -0.180000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 -1.130000 568.500000 -26.070000 -4.380000 594.565215
Vivesto 1368 3.270000 569.640000 -43.360000 -7.070000 612.999432
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -1.500000 1418.400000 -245.600000 -14.760000 1663.999992
Fasadgruppen Group 35 -2.000000 3426.500000 -384.500000 -10.090000 3810.999990
Ovzon 52 -0.360000 2901.600000 -460.400000 -13.690000 3361.999992
TOTAL 46502.640000 -385.930000 -1.50553% 46888.564618

Updated:¶

'2023-01-24 09:07:53.400934'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶